+1,186.3%
URI vs EQNR
+416.8%
+769.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -2.1% | +6.4% | -8.5% | -4.9% |
| 30D | -12.4% | +10.4% | -22.8% | -16.6% |
| 3M | -7.3% | +23.1% | -30.4% | -17.5% |
| 6M | +27.2% | +36.3% | -9.1% | +4.2% |
| YTD | +23.0% | +96.0% | -73.0% | -18.6% |
| 1Y | +3.9% | +94.2% | -90.3% | -31.5% |
| 3Y | +121.6% | +75.3% | +46.4% | +47.0% |
| 5Y | +201.1% | +187.2% | +13.8% | +26.0% |
| All | +1,186.3% | +416.8% | +769.5% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling